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Tomasz,
Thanks for the example. I still hope you will find the time to show
(as you promised) how one would be able to rebalance this top 20%,
or other types of (rotational) ranking, at each bar back to a
required (in this case 5%) holding, something I've requested on
previous occassions at the beta user group.
Thanks,
PS
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> PositionScore does work on watch list as well and allows to enter
trades being within top 80% of your rank.
> How?
> Let's assume you watch lists consists of 100 symbols.
> You set the FILTER in AA to contain only your watch list,
> and
> use
> SetOption("MaxOpenPositions", 20 );
> PositionSize = -5; // 5% = 100% / 20 positions
>
>
> 20 open positions out of 100 symbols represent exactly symbols
that are ranked 80% and more.
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: dpweir
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, September 24, 2005 1:23 PM
> Subject: [amibroker] Sort and rank an array - vbscript or jscript
>
>
> Hello
>
> I was wanting to sort and rank an array of all the symbols and
corresponding value, example RS or close, in a watchlist.
>
> I have knocked together an AFL script that does this, using
example code from the AFL library, however it is incredibly slow on
a watchlist of 300 symbols.
>
> I was wondering if it was faster to do this using jscript (sort
method?) or vbscript (quick sort algorithm ?), and if example code
could be provided.
>
> Also I realise on the Amibroker library there is an example of
both sort and rank, but there appears to be no doumentation on how
to use this in the library or in the mailing list.
>
>
>
> I realise there is positionscore, however it does not appear to
do what I require in this instance, to me it only appears useful
when you are comparing a few securities with each other, and it does
not rank an entire watchlist, filtering a trade to within the top
80% of a value based on rank.
>
>
>
> Regards
>
>
>
> Dave
>
>
>
>
>
>
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